Selby Jennings
MFT/HFT Crypto Quantitative Researcher
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MFT/HFT Quantitative Researcher - Digital Asset
Location: London
A leading quantitative investment firm focused on digital assets is looking to hire a Mid-Frequency/High Frequency Quantitative Researcher to join its growing research team. The firm applies a scientific, data-driven approach to investing and develops sophisticated systematic trading strategies across Cryptocurrency markets, including market-making, arbitrage, and other quantitative opportunities.
This is an opportunity to work in a highly entrepreneurial and collaborative environment where impact is valued. The team consists of experienced professionals dedicated to building and deploying cutting-edge quantitative strategies within one of the most dynamic areas of financial markets.
The Role
You will be responsible for the full research life cycle, from generating alpha ideas and developing predictive signals through to implementation, deployment, monitoring, and optimisation. Working closely with portfolio managers, traders, and technology teams, you will contribute to the development and growth of a multi-strategy systematic trading platform.
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Key Responsibilities
- Research and develop quantitative trading signals across digital asset markets.
- Design and deploy systematic trading strategies from concept to production.
- Monitor live strategy performance, risk exposures, and robustness.
- Enhance and optimise existing models based on market developments and performance data.
- Build analytical tools, dashboards, and monitoring frameworks.
- Document research findings and present results clearly to stakeholders.
- Collaborate with trading and engineering teams to improve research and execution workflows.
Requirements
- 2+ years of experience in quantitative research, trading, or a related field.
- Advanced degree in Mathematics, Statistics, Physics, Engineering, Computer Science, Data Science, or a similar quantitative discipline.
- Strong statistical and quantitative modelling skills.
- Proficiency in Python and SQL.
- Experience working with large-scale time-series data sets, ideally in medium- to high-frequency environments.
- Comfortable working within Linux-based research environments.
- Strong problem-solving skills, attention to detail, and the ability to manage multiple research projects simultaneously.
- Collaborative mindset with the ability to work independently.
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If you want to be part of a firm that rewards people based on their impact and contributions, offers a highly collaborative environment where your work has direct influence on trading performance, and is driven by ambitious goals this could be an excellent opportunity to work alongside exceptional talent at the forefront of quantitative digital asset investing.
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